Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
11.67 |
12.12 |
0.45 |
3.9% |
11.72 |
High |
12.06 |
12.26 |
0.20 |
1.6% |
12.26 |
Low |
11.61 |
11.95 |
0.34 |
2.9% |
11.61 |
Close |
12.05 |
11.99 |
-0.07 |
-0.5% |
11.99 |
Range |
0.45 |
0.31 |
-0.15 |
-32.2% |
0.65 |
ATR |
0.40 |
0.39 |
-0.01 |
-1.7% |
0.00 |
Volume |
5,255,200 |
374,419 |
-4,880,781 |
-92.9% |
14,917,819 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.98 |
12.79 |
12.15 |
|
R3 |
12.67 |
12.48 |
12.07 |
|
R2 |
12.37 |
12.37 |
12.04 |
|
R1 |
12.18 |
12.18 |
12.01 |
12.12 |
PP |
12.06 |
12.06 |
12.06 |
12.04 |
S1 |
11.87 |
11.87 |
11.96 |
11.82 |
S2 |
11.76 |
11.76 |
11.93 |
|
S3 |
11.45 |
11.57 |
11.90 |
|
S4 |
11.15 |
11.26 |
11.82 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.89 |
13.58 |
12.34 |
|
R3 |
13.24 |
12.94 |
12.16 |
|
R2 |
12.60 |
12.60 |
12.10 |
|
R1 |
12.29 |
12.29 |
12.04 |
12.44 |
PP |
11.95 |
11.95 |
11.95 |
12.03 |
S1 |
11.65 |
11.65 |
11.93 |
11.80 |
S2 |
11.31 |
11.31 |
11.87 |
|
S3 |
10.66 |
11.00 |
11.81 |
|
S4 |
10.02 |
10.36 |
11.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.26 |
11.61 |
0.65 |
5.4% |
0.35 |
3.0% |
58% |
True |
False |
3,848,123 |
10 |
12.26 |
11.46 |
0.80 |
6.7% |
0.36 |
3.0% |
66% |
True |
False |
4,820,732 |
20 |
12.26 |
11.06 |
1.20 |
10.0% |
0.43 |
3.6% |
78% |
True |
False |
6,581,960 |
40 |
12.33 |
11.06 |
1.28 |
10.6% |
0.40 |
3.3% |
73% |
False |
False |
6,001,458 |
60 |
12.33 |
10.02 |
2.32 |
19.3% |
0.43 |
3.6% |
85% |
False |
False |
7,031,420 |
80 |
12.33 |
10.02 |
2.32 |
19.3% |
0.43 |
3.6% |
85% |
False |
False |
6,835,921 |
100 |
12.33 |
9.73 |
2.60 |
21.7% |
0.40 |
3.4% |
87% |
False |
False |
6,618,846 |
120 |
12.33 |
9.73 |
2.60 |
21.7% |
0.39 |
3.3% |
87% |
False |
False |
6,492,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.55 |
2.618 |
13.05 |
1.618 |
12.75 |
1.000 |
12.56 |
0.618 |
12.44 |
HIGH |
12.26 |
0.618 |
12.14 |
0.500 |
12.10 |
0.382 |
12.07 |
LOW |
11.95 |
0.618 |
11.76 |
1.000 |
11.65 |
1.618 |
11.46 |
2.618 |
11.15 |
4.250 |
10.65 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
12.10 |
11.97 |
PP |
12.06 |
11.95 |
S1 |
12.02 |
11.93 |
|